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Ask Me Anything: I'm a Currency Volatility...I work as a currency volatility trader and manage one of the bigger G10 blocs in London. I've been lucky enough to get responsibility early in my career. I started off managing a single currency book a few months into the job, and have steadily been granted more responsibility to where I am today.... 91 2 years 11 months
A Few Good Men: LIBOR StyleA Few Good Men: LIBOR Style via Dan Davies Deputy Governor, we live in a world that has interest rates. And those interest rates have to be set as the average of a panel of banks... Who's gonna do it. You? You, Deputy Governor? I have a greater responsibility than you can possibly fathom.... 5 3 years 9 months
How to Start Trading (Compliments of Bondarb)There have been a few requests to find the classic post by Bondarb, so it made sense to sticky it. This is what he wrote: Here is how you learn about trading: Have at least 5k. If you dont have that then get it somehow, use your imagination. Set up an account on Interactive Brokers that... 53 4 years 1 week
Non-Farm Pay-ROLL CALL!After a very solid ADP employment report a few days ago, what do you all think the number will be? Just for reference, current economist estimate is ~175k, some people dream bigger than others (see: Just for... 22 5 years 3 months
Dynamic Hedging by TalebDoes anyone have Dynamic Hedging by Taleb e-book? If so can you pm me, I'd really appreciate it. 25 5 years 9 months
LeBron James Joins HeatSo now that LeBron has joined the heat, what's your market on: 1. Heat Championship 2. Lakers-Heat Final 67 5 years 9 months
Those Poor Gulf Coast Walruses (Walri?)Ladies and Gentlemen, we can all reast at ease, BP has everything under control, they've been prepared for this scenario for years. That's right, no one should be concerned, BP has a very thorough Response Plan in the event of a Gulf Coast oil spill like this one: [quote] The Gulf Coast... 11 5 years 10 months
Premeir World Cup Players Dropping like FliesWell folks, I couldn't be happier I decided not to bet on the Ivory Coast's ~30:1 odds to win the World Cup the other day. With the likes of both Toure's, Kalou... 9 5 years 11 months
Black... Thursday?! (The official WTF is going on...Since we are witnessing history in the making, I figured we might as well start talking about it! Dow was down 1000 points and is only down 400 now. Yen was up nearly 6% against the dollar. P... 53 5 years 11 months
London 2010I just found out that I'm going to be starting in London for next year (from US) and was wondering who else is headed there. Feel free to PM if you'd prefer. 31 6 years 5 months


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I agree with the past results (losing streak) not...I agree with the past results (losing streak) not affecting the next game. Not sure about the probability, because you could make an argument about the .600 might not be a good predictor if it is not many games, and it probably depends on what team they are playing. Maybe I'm reading too much into... 192 2 weeks 3 days
Assuming you're talking about a linear mkt making...Assuming you're talking about a linear mkt making desk, they are rarely going to use options in the course of market making... though they may use them to protect positions they are running, particularly over events, or to give them leverage they wouldn't otherwise be able to have. 3 3 weeks 51 min
derivstrading: Read up a bit more about early...[quote="derivstrading"]Read up a bit more about early exercise. The majority of time its better to just sell the option rather than to exercise as there is still time value left, otherwise if you exercise you just get the intrinsic value and leave the time value on the table.[/quote] Exactly... 6 3 months 3 weeks
Like what kind of strat are you doing that you'd...Like what kind of strat are you doing that you'd need to early exercise. 6 3 months 3 weeks
Why do you need to in the simulator?Why do you need to in the simulator? 6 3 months 3 weeks
What kind of options?What kind of options? 1 3 months 3 weeks
You do not trade options on ECNs.You do not trade options on ECNs. 1 5 months 3 weeks
Well yeah, but when you say Global Macro...Well yeah, but when you say Global Macro generally it means discretionary. If you're talking about black-box, any number of languages, I'd imagine a lot of C, Matlab with their own proprietary signals. What is your goal here? 27 7 months 2 weeks
Most Macro funds don't trade on TA, though it may...Most Macro funds don't trade on TA, though it may be used for entry/exits depending on the person. 27 7 months 2 weeks
Most of the outside research is either...Most of the outside research is either proprietary from a research/econ group or provided by banks. There is internal research (economists usually) also, and of course you do your own analysis. You're asking an incredibly vague question. The ways a macro, rates rv, fundamental equity and Oil PM... 27 7 months 2 weeks
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